Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure

DOI10.1080/03610929908832329zbMath0918.62050OpenAlexW2096023817MaRDI QIDQ4240730

Makoto Aoshima, Nitis Mukhopadhyay

Publication date: 7 July 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832329

zbMATH Keywords

asymptotic efficiencycoverage probabilitytwo-stage procedureaverage sample numbermultinormal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

Related Items (8)

Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors ⋮ SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS ⋮ Second-order properties of improved two-stage procedure for a multivariate normal distribution ⋮ Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example ⋮ A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data ⋮ A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown ⋮ Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model ⋮ Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

Cites Work

• Fixed width confidence region for the mean of a multivariate normal distribution
• Two-Sample Procedures in Simultaneous Estimation
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Multivariate multistage methodologies for simultaneous all pairwise comparisons.

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